JPMorgan Chase & Co. (JPM)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 13:03 UTC · Figures derived from the full chain (1,760 contracts, 15 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±5.6% (range 318.88–356.48) by Nov 20, 2026. ATM straddle: 18.80 @ strike 340 · ATM IV: 22.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 303.91 | -10% | 94.2% | 5.8% |
| 320.80 | -5% | 77.2% | 22.8% |
| 337.68 | +0% | 48.7% | 51.3% |
| 354.56 | +5% | 21.9% | 78.1% |
| 371.45 | +10% | 6.9% | 93.1% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.5% | 21.9% | 27.5K |
| Oct 30, 2026 | 11 | ±3.5% | 21.8% | 16.2K |
| Nov 06, 2026 | 18 | ±4.2% | 21.7% | 6,409 |
| Nov 13, 2026 | 25 | ±5.0% | 22.2% | 5,636 |
| Nov 20, 2026 | 32 | ±5.6% | 22.2% | 84.7K |
| Nov 27, 2026 | 39 | ±6.1% | 22.3% | 1,892 |
| Dec 18, 2026 | 60 | ±7.4% | 21.8% | 91.6K |
| Jan 15, 2027 | 88 | ±9.2% | 22.7% | 145.0K |
| Mar 19, 2027 | 151 | ±12.4% | 23.5% | 54.0K |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 360 C · 13.4K350 C · 12.5K320 P · 11.2K325 P · 8,505355 C · 8,027
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 60.2% of the time.
Past earnings reactions
Avg |reaction| 3.3% · median 2.7% (21 reports). Two-session close-to-close window; definition
About JPMorgan Chase & Co.
JPMorgan Chase & Co. operates as a bank and financial holding company in the United States, rest of North America, Europe, the Middle East, Africa, the Asia Pacific, Latin America, and the Caribbean. It operates in three segments: Consumer & Community Banking, Commercial & Investment Bank, and Asset & Wealth Management. The company offers deposit, investment and lending products, and cash management; mortgage origination and servicing activities; residential mortgages and home equity loans; and credit cards, payment solutions, travel services, merchant offers, lifestyle benefits, auto loans, and leases to consumers and small businesses through bank branches, ATMs, and digital and telephone banking. It also provides investment banking, market-making, financing, custody, and securities products and services; corporate strategy and structure advisory, equity and debt market capital-raising, and loan origination and syndication services; cash and derivative instruments, risk management solutions, prime brokerage, clearing, and research; and fund services, liquidity and trading services, and data solutions products for large corporations, financial institutions, merchants, start-ups, sm
Financial Services · Banks - Diversified · NYSE · Profile: Financial Modeling Prep
JPM news
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CNBC · 12:34 UTC ↗Related securities · Financial Services
SOFI · IV 59.0%HOOD · IV 70.9%MARA · IV 93.3%COIN · IV 70.1%BAC · IV 32.9%RIOT · IV 95.6%